Content
March 2007, Volume 39, Issue 2‐3
- 423-442 Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets
by Shu Wu - 443-470 Temporal Patterns in Foreign Exchange Returns and Options
by Maxime Charlebois & Stephen Sapp - 471-507 Technology Shocks and Monetary Policy: Revisiting the Fed's Performance
by Sanvi Avouyi‐Dovi & Julien Matheron - 509-541 Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?
by Michael Ehrmann & Marcel Fratzscher - 543-559 A Long‐Run Non‐Linear Approach to the Fisher Effect
by Dimitris K. Christopoulos & Miguel A. León‐Ledesma - 561-590 Quantifying the Risk of Deflation
by Lutz Kilian & Simone Manganelli - 591-613 Inventory Dynamics and Business Cycles: What Has Changed?
by JONATHAN McCARTHY & EGON ZAKRAJŠEK - 615-638 The Slow Adjustment of Aggregate Consumption to Permanent Income
by James C. Morley - 639-665 Prudential Regulation and the “Credit Crunch”: Evidence from Japan
by Wako Watanabe - 667-688 Does Monetary Policy Have Asymmetric Effects on Stock Returns?
by Shiu‐Sheng Chen - 689-702 Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields
by Robert A. Connolly & Z. Nuray Güner & Kenneth N. Hightower - 703-712 Heterogeneity and Lotteries in Monetary Search Models
by Sébastien Lotz & Andrei Shevchenko & Christopher Waller - 713-731 The Great Inflation of the 1970s
by Fabrice Collard & Harris Dellas
February 2007, Volume 39, Issue 1
- 1-24 Is the Asymptotic Speed of Convergence a Good Proxy for the Transitional Growth Path?
by Chris Papageorgiou & Fidel Perez‐Sebastian - 25-48 Multiple BGPs in a Growth Model with Habit Persistence
by Been‐Lon Chen - 49-81 Market Size, Service Quality, and Competition in Banking
by Astrid A. Dick - 83-103 Charter Value, Risk‐Taking Incentives, and Emerging Competition for Fannie Mae and Freddie Mac
by W. Scott Frame & Lawrence J. White - 105-131 Inflation Taxation and Welfare with Externalities and Leisure
by Wai‐Ming Ho & Jinli Zeng & Jie Zhang - 133-149 Information Content of Wages and Monetary Policy
by Hans Gersbach & Volker Hahn - 151-185 Financial Differences and Business Cycle Co‐Movements in a Currency Area
by Ester Faia - 187-204 The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles
by Chang‐Jin Kim & Jeremy M. Piger & Richard Startz - 205-236 Macroeconomic Sources of Risk in the Term Structure
by Hiona Balfoussia & Mike Wickens - 237-239 The Persistence of Inflation Versus That of Real Marginal Cost in the New Keynesian Model
by Julio J. Rotemberg - 241-257 Why Commercial Banks Held Excess Reserves: The Japanese Experience of the Late 1990s
by Kazuo Ogawa